Paper 2, Section II, C

Numerical Analysis | Part IB, 2020

Consider a multistep method for numerical solution of the differential equation y=f(t,y)\mathbf{y}^{\prime}=\mathbf{f}(t, \mathbf{y}) :

yn+2yn+1=h[(1+α)f(tn+2,yn+2)+βf(tn+1,yn+1)(α+β)f(tn,yn)],\mathbf{y}_{n+2}-\mathbf{y}_{n+1}=h\left[(1+\alpha) \mathbf{f}\left(t_{n+2}, \mathbf{y}_{n+2}\right)+\beta \mathbf{f}\left(t_{n+1}, \mathbf{y}_{n+1}\right)-(\alpha+\beta) \mathbf{f}\left(t_{n}, \mathbf{y}_{n}\right)\right],

where n=0,1,n=0,1, \ldots, and α\alpha and β\beta are constants.

(a) Define the order of a method for numerically solving an ODE.

(b) Show that in general an explicit method of the form ()(*) has order 1 . Determine the values of α\alpha and β\beta for which this multistep method is of order 3 .

(c) Show that the multistep method (*) is convergent.

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